The DirectX 11 Compute Shader, also known as Direct Compute, is a powerful but complex feature. In addition to the Windows DirectX Graphics documentation, here is a list of resources for learning to use this technology:
Gamefest 2008 - Direct3D 11 Compute Shader —More Generality for Advanced TechniquesMS Downloads
Game Developer Conference 2009 - Direct3D11 Multithreaded Rendering and ComputeMS Downloads
Gamefest 2010 - DirectX 11 DirectCompute – A Teraflop for EveryoneMS Downloads
Channel 9 DirectCompute Lecture SeriesChannel 9
PDC 2009 - DirectCompute Hands On LabMSDN Code Gallery
DirectX SDK (June 2010), particularly the following samples:AdaptiveTessellationCS40, BasicCompute11 , BC6HBC7EncoderDecoder11, ComputeShaderSort11, FluidCS11, HDRToneMappingCS11, NBodyGravityCS11, and OIT11DirectX Developer Center
NVIDIA and AMD also did a number of presentations at Game Developers Conference, including the following talks covering DirectCompute:
GDC 2010 - DirectCompute Performance on DX11 HardwareNVIDIA Developer Website | AMD Developer Website
GDC 2009 - Shader Model 5.0 and Compute Shader (AMD)AMD Developer Website
GDC 2009 - DirectX 10/11Visual Effects (NVIDIA)NVIDIA Developer Website
Intel has a whitepaper on using DirectCompute for their "Ivy Bridge" platform that supports Feature Level 11.0
http://software.intel.com/en-us/articles/microsoft-directcompute-on-intel-ivy-bridge-processor-graphics/
Related: Getting Started with Direct3D 11